I don't trade my SBD for Steem. I decided months back that if I wanted to change my SBD to Steem I would just use my SBD on a bid-bot to upvote one of my post which will turn a portion of my bid into Steem / Give a portion back in SBD and Promote my post to gain more followers. Rinse and repeat until the desired amount of SBD has been turned into Steem.
Yes atm that looks to be a bad trade if your trading SBD for Steem. I have no clue the price on exchanges that have both listed but https://steembottracker.com/ currently has them 10 cents apart and https://coinmarketcap.com/currencies/steem/ has them at 20 cents apart.
I am not sure if you should trade somewhere else or not. I would advise to look at all the different exchanges that offer steem and sbd and compare trade prices.